Duru-Kleinert Asymptotic Expansions for Long-Term Foreign Exchange and Swaptions Implied Volatility Smile
Year of publication: |
2012
|
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Authors: | Decamps, Marc |
Other Persons: | De Schepper, Ann (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Devisenoption | Currency option | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (15 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 1, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1514294 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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